Potential health issues associated with the immediate exposure to toxic propellant gases have been addressed above by Webber GK.
However, a review of the biochemistry literature does suggest that there can also be long-term consequences from radical-induced illness to the lungs (in particular, see this source, as an example) which may also be a concern here.
As a foundation, I start by looking at the decomposition products likely generated from the discharge of weapons. Starting with gunpowder, per a source:
Gunpowder...consists of a mixture of sulfur (S), charcoal (C), and potassium nitrate (saltpeter, KNO3). The sulfur and charcoal act as fuels while the saltpeter is an oxidizer.[1][2]
A simple, commonly cited, chemical equation for the combustion of black powder is:
$\ce{2 KNO3 + S + 3 C → K2S + N2 + 3 CO2}$
A balanced, but still simplified, equation is[126]:
$\ce{10 KNO3 + 3 S + 8 C → 2 K2CO3 + 3 K2SO4 + 6 CO2 + 5 N2}$
I suspect an unmentioned intermediate is sulfite which is converted to sulfate with air contact.
Next, per Wikipedia on Potassium nitrate, comments on thermal decomposition:
Between 550–790 °C (1,022–1,454 °F), potassium nitrate reaches a temperature-dependent equilibrium with potassium nitrite:[16]
$\ce{2 KNO3 ⇌ 2 KNO2 + O2}$
Likely more prevalent, however, is the use of smokeless powder alternatives, which includes nitrocellulose, $\ce{C6H7(NO2)3O5}$ where the more elementary decomposition product could add NH3, NO2 and even some HCN to the list.
Also, the primer employed in bullets is impact-sensitive lead styphnate ($\ce{C6HN3O8Pb}$). As such, I would expect its decomposition to yield CO, CO2, NO, NO2, Pb and water vapor. Also upon the interaction of water and nitrogen dioxide, for example, a possible acid mist:
$\ce{•NO2 + •NO2 -> N2O4}$
$\ce{N2O4 + 2 H2O ⇌ HNO2 + HNO3}$
The direct action of $\ce{NO2}$ on $\ce{NH3}$ may also be possible in the presence of $\ce{NO}$ at increasing temperatures.
Interestingly, cited gases $\ce{N2, NO, CO2, SO2, NH3, and O2}$ are colorless. However, the interaction of ammonia and acidic-formed mists could create a smokescreen (in the current discussion, ${NH3}$ with $\ce{H2SO3}$ or $\ce{HNO2}$ or $\ce{HNO3}$ or $\ce{HCN}$…).
To this visible gun smoke, I would add incomplete combustion products including C (as soot) and small amounts of Pb. Also, with the use of KNO3, several potassium salts (sulfide, sulfite, nitrite, sulfate). A largely confirming source given previously, to quote:
This chapter primarily considers the risks of exposure via inhalation, the skin, and the eyes to the major combustion products of commonly used solid propellants—carbon monoxide, ammonia, hydrogen chloride, oxides of nitrogen and sulfur, and lead—in army weapons systems.
However, a rifle’s barrel does wear down due to nozzle pressure and friction generated heat. As such, I would further add trace amounts of iron and chromium metal particles to the outgassing as well, where the presence of transition metals in the lungs could be critical to further reactions.
In particular, with respect to chemistry sourcing radicals (which could produce in time health issues), I start with Josef Prousek’s book "Fenton chemistry in biology and medicine" by, to quote reaction (15) on page 2330, a general depiction of Fenton-type reactions, to quote:
For Fe(II) and Cu(I), this situation can be generally depicted as follows [20,39],
$\ce{Fe(II)/Cu(I) + HOX → Fe(III)/Cu(II) + •OH + X-}$ (15)
where X = Cl, ONO, and SCN.
Assuming HOX could also represent, in the current case with NO2 creation, HONO formation.
Now, a corresponding possible reactions in the current context:
$\ce{Fe(II)/Cr(II) + HONO → Fe(III)/Cr(III) + •OH + NO-}$
where $\ce{NO-}$ is more correctly depicted as hyponitrite anion, $\ce{N2O2(2−)}$.
Further, in the human body, the presence of ascorbic acid is known to provide some recycling of ferric (and likely chromium/other transition metal) ions back to ferrous to keep a Fenton-type reaction active (as a reference, see, for example, 'Generation of Hydroxyl Radicals from Dissolved Transition Metals in Surrogate Lung Fluid Solutions' by Edgar Vidrio, at al.
The cited work by Vidrio notes oxygen and solvated electrons could lead to the creation of the superoxide radical anion, capable of reducing Fe3+ back to Fe2+, thereby promoting cyclic activity in the reaction system:
$\ce{O2 + e- ⇌ •O2-}$
$\ce{H+ + •O2- ⇌ •HO2}$
$\ce{•O2- + Fe(III) ⇌ O2 + Fe(II)}$ (a reversible reaction)
$\ce{Fe(II) + H+ + •HO2 -> Fe(III) + H2O2}$
$\ce{Fe(II) + H2O2 + H+ -> Fe(III) + •OH + H2O}$
Where the possible creation of the powerful hydroxyl radical is problematic from a health perspective as it can extract a hydrogen atom from any organic (forming water), including DNA, potential leading to health issues.
